Hi Abe, welcome to the chip collecting hobby. Hope you enjoy it.

My understanding is as follows: The brothel chips you may have heard about would be regarded as "fantasy" chips by most collectors. That is, a private party (not a brothel owner) got a bunch of blank casino-type chips (mostly H&C mold, but occasionally other molds too), designed the center- inlay graphics for a bunch of brothels, then had the inlays affixed to the chips. The finished chips are sold frequently on eBay; at chip shows by a few dealers; and perhaps at a few brothels and/or outlying gas stations/convenience stores around Nevada. While the chips do use the names of some actual brothels (and also some closed, or perhaps ficticious ones too), I don't know if the maker of the chips actually got the cooperation or permission of the brothels to use their names.

Having said all that, if you're interested in these chips, there are several sellers on eBay right now with these chips. See, for example:
http://cgi6.ebay.com/aw-cgi/eBayISAPI.dll?ViewListedItems&userid=111racer
There are others too, which you can find using the search function on the eBay "chips" category, by typing in "brothel".

Other sources: Armin Pfander (chip dealer) had some of these at the last few chip shows. He & other dealers at the 2 upcoming LV chip shows may have some, at better prices than on eBay, if you will be at either show.

Also, Josh Shore (chip dealer) has a bunch of these brothel chips for sale on his website. See:
http://www.dice702.com/brothelchips.htm

Just for the record, I don't have any connection with the sale of these chips or the sellers mentioned above. I don't even collect them personally, but if you're interested in them, now you have some leads on where to get them.